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We derive necessary and sufficient conditions for a continuous bounded function $f: R\to C$ to be a characteristic function of a probability measure. The Cauchy transform $K_f$ of $f$ is used as analytic continuation of $f$ to the upper and…

Classical Analysis and ODEs · Mathematics 2020-09-11 Saulius Norvidas

The determination of the time averages of continuous functions, or discrete time sequences is important for various problems in physics and engineering, and the generalized final-value theorems of the Laplace and z-transforms, relevant to…

Mathematical Physics · Physics 2012-07-25 Emanuel Gluskin , Shmuel Miller

We provide a characterization of continuous semimartingales whose law is invariant with respect to predictable random rotations. In particular we prove that all such semimartingales are obtained by integrating a predictable process with…

Probability · Mathematics 2017-12-25 Francesco C. De Vecchi

We generalize the method of Van Hove so as to deal with the case of non-ordinary statistical mechanics, that being phenomena with no time-scale separation. We show that in the case of ordinary statistical mechanics, even if the adoption of…

Condensed Matter · Physics 2009-10-31 P. Grigolini , A. Rocco , B. J. West

Transformations of well partial orders induce functions on the ordinals, via the notion of maximal order type. In most examples from the literature, these functions are not normal, in marked contrast with the central role that normal…

Logic · Mathematics 2022-09-26 Anton Freund , Davide Manca

We prove a characterization theorem for the test functions in a CKS-space. Some crucial ideas concerning the growth condition are given.

Functional Analysis · Mathematics 2007-05-23 Nobuhiro Asai , Izumi Kubo , Hui-Hsiung Kuo

As established by R T. Rockafellar, real valued convex-concave functions are generically differentiable. It this paper we shall show that for a convex-concave function defined on an open convex set $C \times D,$ there exist dense subsets…

Functional Analysis · Mathematics 2013-01-17 Abbas Moameni

We present a general transfer-function approach to noise filtering in open-loop Hamiltonian engineering protocols for open quantum systems. We show how to identify a computationally tractable set of fundamental filter functions, out of…

Quantum Physics · Physics 2015-06-22 Gerardo A. Paz-Silva , Lorenza Viola

This paper gives a summary of basic concepts of density-functional theory (DFT) and its use in state-of-the-art computations of complex processes in condensed matter physics and materials science. In particular we discuss how microscopic…

Materials Science · Physics 2008-02-03 C. Ratsch , P. Ruggerone , M. Scheffler

In this paper, martingales related to simple random walks and their maximum process are investigated. First, a sufficient condition under which a function with three arguments, time, the random walk, and its maximum process becomes a…

Probability · Mathematics 2022-11-11 Takahiko Fujita , Shotaro Yagishita , Naohiro Yoshida

In this paper, we assume that the filtration $\bb F$ is generated by a $d$-dimensional Brownian motion $W=(W_1,\cdots,W_d)'$ as well as an integer-valued random measure $\mu(du,dy)$. The random variable $\ttau$ is the default time and $L$…

Probability · Mathematics 2014-05-14 Kun Tian , Dewen Xiong , Zhongxing Ye

In this paper, we utilize the framework of Markov processes to attain a more probabilistic perspective on the theory of transfer operators. In doing so, we establish a functional central limit theorem (FLCT) for an $O(N)$ model associated…

Dynamical Systems · Mathematics 2023-10-23 Eduardo A. Silva , Elis G. Mesquita , Edgar Matias

A canonical formalism and constraint analysis for discrete systems subject to a variational action principle are devised. The formalism is equivalent to the covariant formulation, encompasses global and local discrete time evolution moves…

Mathematical Physics · Physics 2013-09-17 Bianca Dittrich , Philipp A Hoehn

We introduce a method for deterministic decoupling of global features and show its applicability to improve data analysis performance, as well as to open new venues for feature transfer. We propose a new formalism that is based on defining…

Machine Learning · Computer Science 2022-07-06 Eduardo Martinez-Enriquez , Maria del Mar Gonzalez , Javier Portilla

This paper gives a definition of g-harmonic functions and shows the relation between the g-harmonic functions and g-martingales. It's direct to construct such relation under smooth case, but for continuous case we need the theory of…

Probability · Mathematics 2011-10-11 Liang Cai

Fluctuation theorems (FTs) quantify the thermodynamic reversibility of a system, and for deterministic systems they are defined in terms of the dissipation function. However, in a nonequilibrium steady state of deterministic dynamics, the…

Statistical Mechanics · Physics 2026-03-24 Stephen Sanderson , Charlotte F. Petersen , Debra J. Searles

This thesis presents a formalization of martingales in arbitrary Banach spaces using Isabelle/HOL. We begin by examining formalizations in prominent proof repositories and extend the definition of the conditional expectation operator from…

Logic in Computer Science · Computer Science 2023-11-13 Ata Keskin

We introduce a new basic model for independent and identical distributed sequence on the canonical space $(\mathbb{R}^\mathbb{N},\mathcal{B}(\mathbb{R}^\mathbb{N}))$ via probability kernels with model uncertainty. Thanks to the well-defined…

Probability · Mathematics 2022-03-02 Xinpeng Li

Time evolution equations for dynamical systems can often be derived from generating functionals. Examples are Newton's equations of motion in classical dynamics which can be generated within the Lagrange or the Hamiltonian formalism. We…

Neurons and Cognition · Quantitative Biology 2014-04-23 Claudius Gros

Given a stochastic structure with a filtration $\mathbb{F}$, the class of all random times whose conditional distribution functions are differentiable with respect to some $\mathbb{F}$ adapted non decreasing processes is considered. The…

Probability · Mathematics 2013-12-20 Shiqi Song